Vector Calculus - Theodore Voronov

Vector Calculus (Maths 214)
Theodore Voronov
January 20, 2003
Contents
1 Recollection of dierential calculus in R
n
3
1.1 Points and vectors . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Velocity vector . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.3 Dierential of a function . . . . . . . . . . . . . . . . . . . . . 9
1.4 Changes of coordinates . . . . . . . . . . . . . . . . . . . . . . 15
2 Line integrals and 1-forms 20
3 Algebra of forms 24
3.1 Jacobian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
3.2 Rules of exterior multiplication . . . . . . . . . . . . . . . . . 26
4 Exterior derivative 27
4.1 Dependence of line integrals on paths . . . . . . . . . . . . . . 27
4.2 Exterior derivative: construction . . . . . . . . . . . . . . . . . 27
4.3 Main properties and examples of calculation . . . . . . . . . . 28
5 Stokess theorem 29
5.1 Integration of k-forms . . . . . . . . . . . . . . . . . . . . . . 29
5.2 Stokess theorem: statement and examples . . . . . . . . . . . 34
5.3 A proof for a simple case . . . . . . . . . . . . . . . . . . . . . 39
6 Classical integral theorems 41
6.1 Forms corresponding to a vector eld . . . . . . . . . . . . . . 41
6.2 The OstrogradskiGauss and classical Stokes theorems . . . . 46
Introduction
Vector calculus develops on some ideas that you have learned from elementary
multivariate calculus. Our main task is to develop the geometric tools. The
central notion of this course is that of a dierential form (shortly, form).
THEODORE VORONOV
Example 1. The expressions
2dx + 5dy dz
and
dxdy + e
x
dydz
are examples of dierential forms.
In fact, the former expression above is an example of what is called a
1-form, while the latter is an example of a 2-form. (You can guess what
1 and 2 stand for.)
You will learn the precise denition of a form pretty soon; meanwhile
I will give some more examples in order to demonstrate that to a certain
extent this object is already familiar.
Example 2. In the usual integral over a segment in R, e.g.,
_
2
0
sin xdx,
the expression sin x dx is a 1-form on [0, 2] (or on R).
Example 3. The total dierential of a function in R
3
(if you know what it
is),
df =
f
x
dx +
f
y
dy +
f
z
dz,
is a 1-form in R
3
.
Example 4. When you integrate a function over a bounded domain in the
plane:
_
D
f(x, y) dxdy
the expression under the integral, f(x, y) dxdy, is a 2-form in D.
We can conclude that a form is a linear combination of dierentials or
their products. Of course, we need to know the algebraic rules of handling
these products. This will be discussed in due time.
When we will learn how to handle forms, this, in particular, will help us
a lot with integrals.
The central statement about forms is the so-called general (or general-
ized) Stokes theorem. You should be familiar with what turns out to be
some of its instances:
2
VECTOR CALCULUS. Fall 2002
Example 5. In elementary multivariate calculus Greens formula in the
plane is considered:
_
C
Pdx + Qdy =
__
D
_
Q
x

P
y
_
dxdy,
where D is a domain bounded by a contour C. (The symbol
_
is used for
integrals over closed contours.)
Example 6. The NewtonLeibniz formula or the fundamental theorem
of calculus:
F(b) F(a) =
_
b
a
F
(x) dx.
Here the boundary of a segment [a, b] consists of two points b, a. The dif-
ference F(b) F(a) should be regarded as an integral over these points
(taken with appropriate signs).
The generalized Stokes theorem embraces the two statements above as
well as many others, which have various traditional names attached to them.
It reads as follows:
Theorem. _
M
=
_
M
d.
Here is a dierential form, M is an oriented manifold with boundary,
d is the exterior dierential of , M is the boundary of M. Or, rather,
we shall consider a version of this theorem with M replaced by a so-called
chain and M replaced by the boundary of this chain.
Our task will be to make a precise meaning of these notions.
Remark. Vector calculus is the name for this course, rstly, because vec-
tors play an important role in it, and, secondly, because of a tradition. In
expositions that are now obsolete, the central place was occupied by vector
elds in space (that is, R
3
) or in the plane (that is, R
2
). Approach
based on forms claries and simplies things enormously. It allows to gener-
alize the calculus to arbitrary R
n
(and even further to general dierentiable
manifolds). The methods of the theory of dierential forms nowadays are
used almost everywhere in mathematics and its applications, in particular in
physics and in engineering.
1 Recollection of dierential calculus in R
n
1.1 Points and vectors
Let us recall that R
n
is the set of arrays of real numbers of length n:
R
n
= (x
1
, x
2
, . . . , x
n
) [ x
i
R, i = 1, . . . , n. (1)
3
THEODORE VORONOV
Here the superscript i is not a power, but simply an index. We interpret
the elements of R
n
as points of an n-dimensional space. For points we use
boldface letters (or the underscore, in hand-writing): x = (x
1
, x
2
, . . . , x
n
) or
x = (x
1
, x
2
, . . . , x
n
). The numbers x
i
are called the coordinates of the point
x. Of course, we can use letters other than x, e.g., a, b or y, to denote
points. Sometimes we also use capital letters like A, B, C, . . . , P, Q, . . .. A
lightface letter with an index (e.g., y
i
) is a generic notation for a coordinate
of the corresponding point.
Example 1.1. a = (2, 5, 3) R
3
, x = (x, y, z, t) R
4
, P = (1, 1) R
2
are points in R
3
, R
4
, R
2
, respectively. Here a
1
= 2, a
2
= 5, a
3
= 5; x
1
= x,
x
2
= y, x
3
= z, x
4
= t; P
1
= 1, P
2
= 1. Notice that coordinates can be
xed numbers or variables.
In the examples, R
n
often will be R
1
, R
2
or R
3
(maybe R
4
), but our theory
is good for any n. We shall often use the standard coordinates x, y, z in
R
3
instead of x
1
, x
2
, x
3
.
Elements on R
n
can also be interpreted as vectors. This you should know
from linear algebra. Vectors can be added and multiplied by numbers. There
is a distinguished vector zero: 0 = (0, . . . , 0).
Example 1.2. For a = (0, 1, 2) and b = (2, 3, 2) we have a+b = (0, 1, 2)+
(2, 3, 2) = (2, 4, 0). Also, 5a = 5(0, 1, 2) = (5, 1, 10).
All the expected properties are satised (e.g., the commutative and as-
sociative laws for the addition, the distributive law for the multiplication by
numbers).
Vectors are also denoted by letters with an arrow:

a = (a
1
, a
2
, . . . , a
n
)
R
n
. We refer to coordinates of vectors also as to their components.
For a time being the distinction of points and vectors is only mental.
We want to introduce two operations involving points and vectors.
Denition 1.1. For a point x and a vector a (living in the same R
n
),
we dene their sum, which is a point (by denition), as x + a := (x
1
+
a
1
, x
2
+ a
2
, . . . , x
n
+ a
n
). For two points x and y in R
n
, we dene their
dierence as a vector (by denition), denoted either as y x or

xy, and
y x =

xy := (y
1
x
1
, y
2
x
2
, . . . , y
n
x
n
).
Example 1.3. Let A = (1, 2, 3), B = (1, 0, 7). Then

AB = (2, 2, 4).
(From the viewpoint of arrays, the operations introduced above are no
dierent from the addition or subtraction of vectors. The dierence comes
from our mental distinction of points and vectors.)
Addition of points or multiplication of a point by a number are not
dened. Please note this.
4
Remark 1.1. Both points and vectors are represented by the same type of
arrays in R
n
. Their distinction will become very important later.
The most important properties of the addition of a point and a vector,
and of the subtraction of two points, are contained in the formulae
AA = 0,

AB +
BC =

AC; (2)
if P +a = Q, then a =

PQ. (3)
They reect our intuitive understanding of vectors as directed segments.
Example 1.4. Consider the point O = (0, . . . , 0) R
n
. For an arbitrary
vector r, the coordinates of the point x = O +r are equal to the respective
coordinates of the vector r: x = (x
1
, . . . , x
n
) and r = (x
1
, . . . , x
n
).
The vector r such as in the example is called the position vector or the
radius-vector of the point x. (Or, in greater detail: r is the radius-vector
of x w.r.t. an origin O.) Points are frequently specied by their radius-
vectors. This presupposes the choice of O as the standard origin. (There
is a temptation to identify points with their radius-vectors, which we will
resist in view of the remark above.)
Let us summarize. We have considered R
n
and interpreted its elements
in two ways: as points and as vectors. Hence we may say that we dealing
with the two copies of R
n
:
R
n
= points, R
n
= vectors
Operations with vectors: multiplication by a number, addition. Operations
with points and vectors: adding a vector to a point (giving a point), sub-
tracting two points (giving a vector).
R
n
treated in this way is called an n-dimensional ane space. (An ab-
stract ane space is a pair of sets, the set of points and the set of vectors so
that the operations as above are dened axiomatically.) Notice that vectors
in an ane space are also known as free vectors. Intuitively, they are not
xed at points and oat freely in space. Later, with the introduction of
so-called curvilinear coordinates, we will see the necessity of xing vectors.
From R
n
considered as an ane space we can proceed in two opposite
directions:
R
n
as a Euclidean space R
n
as an ane space R
n
as a manifold
What does it mean? Going to the left means introducing some extra
structure which will make the geometry richer. Going to the right means
forgetting about part of the ane structure; going further in this direction
will lead us to the so-called smooth (or dierentiable) manifolds.
The theory of dierential forms does not require any extra geometry. So
our natural direction is to the right. The Euclidean structure, however, is
useful for examples and applications. So let us say a few words about it:
5
THEODORE VORONOV
Remark 1.2. Euclidean geometry. In R
n
considered as an ane space we
can already do a good deal of geometry. For example, we can consider lines
and planes, and quadric surfaces like an ellipsoid. However, we cannot discuss
such things as lengths, angles or areas and volumes. To be able to
do so, we have to introduce some more denitions, making R
n
a Euclidean
space. Namely, we dene the length of a vector a = (a
1
, . . . , a
n
) to be
[a[ :=
_
(a
1
)
2
+ . . . + (a
n
)
2
. (4)
After that we can also dene distances between points as follows:
d(A, B) := [
AB[. (5)
One can check that the distance so dened possesses natural properties that
we expect: is it always non-negative and equals zero only for coinciding
points; the distance from A to B is the same as that from B to A (symmetry);
also, for three points, A, B and C, we have d(A, B) d(A, C) +d(C, B) (the
triangle inequality). To dene angles, we rst introduce the scalar product
of two vectors
(a, b) := a
1
b
1
+ . . . + a
n
b
n
. (6)
Thus [a[ =
_
(a, a). The scalar product is also denoted by a dot: a b =
(a, b), and hence is often referred to as the dot product. Now, for nonzero
vectors we dene the angle between them by the equality
cos :=
(a, b)
[a[[b[
. (7)
The angle itself is dened up to an integral multiple of 2. For this denition
to be consistent we have to ensure that the r.h.s. of (7) does not exceed 1
by the absolute value. This follows from the inequality
(a, b)
2
[a[
2
[b[
2
(8)
known as the CauchyBunyakovskySchwarz inequality (various combina-
tions of these three names are applied in dierent books). One of the ways of
proving (8) is to consider the scalar square of the linear combination a +tb,
where t R. As (a +tb, a +tb) 0 is a quadratic polynomial in t which is
never negative, its discriminant must be less or equal zero. Writing this ex-
plicitly yields (8) (check!). The triangle inequality for distances also follows
from the inequality (8).
1.2 Velocity vector
The most important example of vectors for us is their occurrence as velocity
vectors of parametrized curves. Consider a map t x(t) from an open
interval of the real line to R
n
. Such map is called a parametrized curve or a
path. We will often omit the word parametrized.
6
Remark 1.3. There is another meaning of the word curve when it is used
for a set of points line a straight line or a circle. A parametrized curve is a
map, not a set of points. One can visualize it as a set of points given by its
image plus a law according to which this set is travelled along in time.
Example 1.5. A straight line l in R
n
can be specied by a point on l line
and a nonzero vector in the direction of l. Hence we can make it into a
parametrized curve by introducing the equation
x(t) = x
0
+ tv.
In the coordinates we have x
i
= x
i
0
+tv
i
. Here t runs over R (innite interval)
if we want to obtain the whole line, not just a segment.
Example 1.6. A straight line in R
3
in the direction of the vector v = (1, 0, 2)
through the point x
0
= (1, 1, 1):
x(t) = (1, 1, 1) + t(1, 0, 2)
or
x = 1 + t
y = 1
z = 1 + 2t.
Example 1.7. The graph of the function y = x
2
(a parabola in R
2
) can be
made a parametrized curve by introducing a parameter t as
x = t
y = t
2
.
Example 1.8. The following parametrized curve:
x = cos t
y = sin t,
where t R, describes a unit circle with center at the origin, which we go
around innitely many times (with constant speed) if t R. If we specify
some interval (a, b) [0, 2], then we obtain just an arc of the circle.
Denition 1.2. The velocity vector (or, shortly, the velocity) of a curve x(t)
is the vector denoted x(t) or dx/dt, where
x(t) =
dx
dt
:= lim
h0
x(t + h) x(t)
h
. (9)
7
THEODORE VORONOV
Notice that the dierence x(t+h)x(t) is a vector, so the velocity vector
is indeed a vector in R
n
. It is convenient to visualize x(t) as being attached
to the corresponding point x(t). As the directed segment x(t +h) x(t) lies
on a secant, the velocity vector lies on the tangent line to our curve at the
point x(t) (the limit position of secants through the point x(t)). From the
denition immediately follows that
x(t) =
_
dx
1
dt
, . . . ,
dx
n
dt
_
(10)
in the coordinates. (A curve is smooth if the velocity vector exists. In the
sequel we shall use smooth curves without special explication.)
Example 1.9. For a straight line parametrized as in Example 1.5 we get
x(t + h) x(t) = x
0
+ (t + h)v x
0
tv = hv, hence x = v (a constant
vector).
Example 1.10. In Example 1.6 we get x = (1, 0, 2).
Example 1.11. In Example 1.7 we get x(t) = (1, 2t). It is instructive to
sketch a picture of the curve and plot the velocity vectors at t = 0, 1, 1, 2, 2,
drawing them as attached to the corresponding points.
Example 1.12. In Example 1.8 we get x(t) = (sin t, cos t). Again, it is
instructive to sketch a picture. (Plot the velocity vectors at t = 0,

4
,

2
,
3
4
, .)
Example 1.13. Consider the parametrized curve x = 2 cos t, y = 2 sin t, z =
t in R
3
(representing a round helix). Then
x = (2 sin t, 2 cos t, 1).
(Make a sketch!)
The velocity vector is a feature of a parametrized curve as a map, not of
its image (a physical curve as a set of points in space). If we will change
the parametrization, the velocity will change:
Example 1.14. In Example 1.8 we can introduce a new parameter s so that
t = 5s. Hence
x = cos 5s
y = sin 5s
will be the new equation of the curve. Then
dx
ds
= (5 sin 5s, 5 cos 5s) = 5
dx
dt
.
8
In general, for an arbitrary curve t x(t) we obtain
dx
ds
=
dt
ds
dx
dt
(11)
if we introduce a new parameter s so that t = t(s) is a function of s. We
always assume that the change of parameter is invertible and dt/ds ,= 0.
Notice that the velocity is only changed by the multiplication by a nonzero
scalar factor, hence its direction is not changed (only the speed with which
we move along the curve changes). In particular, the tangent line to a curve
does not depend on parametrization.
1.3 Dierential of a function
Formally, the dierential of a function is the following expression:
df =
df
dx
dx (12)
for functions of one variable and
df =
f
x
1
dx
1
+ . . . +
f
x
n
dx
n
(13)
for functions of many variables. Now we want to explain the meaning of the
dierential.
Let us start from a function f : (a, b) R dened on an interval of the
real line. We shall revisit the notion of the dierentiability. Fix a point x; we
want to know how the value of the function changes when we move from x to
some other point x+h. In other words, we consider an increment x = h of
the independent variable and we study the corresponding increment of our
function: f = f(x + h) f(x). It depends on x and on h. For good
functions we expect that f is small for small x.
Denition 1.3. A function f is dierentiable at x if f is approximately
linear in x; precisely:
f(x + h) f(x) = k h + (h)h (14)
where (h) 0 when h 0.
This can be illustrated using the graph of the function f. The coecient
k is the slope of the tangent line to the graph at the point x. The linear
function of the increment h appearing in (14) is called the dierential of f
at x:
df(x)(h) = k h = k x. (15)
9
THEODORE VORONOV
In other words, df(x)(h) is the main (linear) part of the increment f (at
the point x) when h 0. Approximately f df when x = h is small.
The coecient k is exactly the derivative of f at x. Notice that dx = x.
Hence
df = k dx (16)
where k is the derivative. (We suppressed x in the notation for df.) Thus
the common notation df/dx for the derivative can be understood directly as
the ratio of the dierentials.
This denition of dierentiability for functions of a single variable is equiv-
alent to the one where the derivative comes rst and the dierential is dened
later. It is worth teaching yourself to think in terms of dierentials.
Example 1.15. Dierentials of elementary functions:
d(x
n
) = nx
n1
dx
d(e
x
) = e
x
dx
d(ln x) =
dx
x
d(sin x) = cos xdx,
etc.
The same approach works for functions of many variables. Consider
f : U R where U R
n
. Fix a point x U. The main dierence
from functions of a single variable is that the increment of x is now a vector:
h = (h
1
, . . . , h
n
). Consider f = f(x + h) f(x) for various h R
n
. For
this to make sense at least for small h we need the domain U where f is
dened to be open, i.e. containing a small ball around x (for every x U).
Denition 1.4. A function f : U R is dierentiable at x if
f(x +h) f(x) = A(h) + (h)[h[ (17)
where A(h) = A
1
h
1
+. . . +A
n
h
n
is a linear function of h and (h) 0 when
h 0. (The function A, of course, depends on x.) The linear function A(h)
is called the dierential of f at x. Notation: df or df(x), so df(x)(h) = A(h).
The value of df on a vector h is also called the derivative of f along h and
denoted
h
f(x) = df(x)(h).
Example 1.16. Let f(x) = (x
1
)
2
+ (x
2
)
2
in R
2
. Choose x = (1, 2). Then
df(x)(h) = 2h
1
+ 4h
2
(check!).
Example 1.17. Consider h = e
i
= (0, . . . , 0, 1, 0, . . . , 0) (the i-th standard
basis vector in R
n
). The derivative
e
i
f = df(x)(e
i
) = A
i
is called the partial
derivative w.r.t. x
i
. The standard notation:
df(x)(e
i
) =:
f
x
i
(x). (18)
10
From Denition 1.4 immediately follows that partial derivatives are just the
usual derivatives of a function of a single variable if we allow only one coor-
dinate x
i
to change and x all other coordinates.
Example 1.18. Consider the function f(x) = x
i
(the i-th coordinate). The
linear function dx
i
(the dierential of x
i
) applied to an arbitrary vector h is
simply h
i
.
From these examples follows that we can rewrite df as
df =
f
x
1
dx
1
+ . . . +
f
x
n
dx
n
, (19)
which is the standard form. Once again: the partial derivatives in (19) are
just the coecients (depending on x); dx
1
, dx
2
, . . . are linear functions giving
on an arbitrary vector h its coordinates h
1
, h
2
, . . ., respectively. Hence
df(x)(h) =
h
f(x) =
f
x
1
h
1
+ . . . +
f
x
n
h
n
. (20)
Theorem 1.1. Suppose we have a parametrized curve t x(t) passing
through x
0
R
n
at t = t
0
and with the velocity vector x(t
0
) = v. Then
d f(x(t))
dt
(t
0
) =
v
f(x
0
) = df(x
0
)(v). (21)
Proof. Indeed, consider a small increment of the parameter t: t
0
t
0
+ t.
We want to nd the increment of f(x(t)). We have
x
0
x(t
0
+ t) = x
0
+v t + (t)t
where t 0. On the other hand, we have
f(x
0
+h) f(x
0
) = df(x
0
)(h) + (h)[h[
for an arbitrary vector h, where (h) 0 when h 0. Combining it
together, for the increment of f(x(t)) we obtain
f(x(t
0
+ t)) f(x
0
) =
df(x
0
)
_
v t + (t)t
_
+ (v t + (t)t) [vt + (t)t[ =
df(x
0
)(v) t + (t)t
for a certain (t) such that (t) 0 when t 0 (we used the linearity
of df(x
0
)). By the denition, this means that the derivative of f(x(t)) at
t = t
0
is exactly df(x
0
)(v).
11
THEODORE VORONOV
The statement of the theorem can be expressed by a simple formula:
d f(x(t))
dt
=
f
x
1
x
1
+ . . . +
f
x
n
x
n
. (22)
Theorem 1.1 gives another approach to dierentials: to calculate the value
of df at a point x
0
on a given vector v one can take an arbitrary curve passing
through x
0
at t
0
with v as the velocity vector at t
0
and calculate the usual
derivative of f(x(t)) at t = t
0
.
Theorem 1.2. For functions f, g : U R, where U R
n
,
d(f + g) = df + dg (23)
d(fg) = df g + f dg (24)
Proof. We can prove this either directly from Denition 1.4 or using for-
mula (21). Consider an arbitrary point x
0
and an arbitrary vector v stretch-
ing from it. Let a curve x(t) be such that x(t
0
) = x
0
and x(t
0
) = v.
Hence d(f +g)(x
0
)(v) =
d
dt
(f(x(t)) +g(x(t))) at t = t
0
and d(fg)(x
0
)(v) =
d
dt
(f(x(t))g(x(t))) at t = t
0
. Formulae (23) and (24) then immediately follow
from the corresponding formulae for the usual derivative (check!).
Now, almost without change the theory generalizes to functions taking
values in R
m
instead of R. The only dierence is that now the dierential of
a map F : U R
m
at a point x will be a linear function taking vectors in
R
n
to vectors in R
m
(instead of R). For an arbitrary vector h R
n
,
F(x +h) = F(x) + dF(x)(h) +(h)[h[ (25)
where (h) 0 when h 0. We have dF = (dF
1
, . . . , dF
m
) and
dF =
F
x
1
dx
1
+ . . . +
F
x
n
dx
n
=
_
_
F
1
x
1
. . .
F
1
x
n
. . . . . . . . .
F
m
x
1
. . .
F
m
x
n
_
_
_
_
dx
1
. . .
dx
n
_
_
. (26)
In this matrix notation we have to write vectors as vector-columns.
Theorem 1.1 generalizes as follows.
Theorem 1.3. For an arbitrary parametrized curve x(t) in R
n
, the dier-
ential of a map F : U R
m
(where U R
n
) maps the velocity vector x(t)
to the velocity vector of the curve F(x(t)) in R
m
:
d F(x(t))
dt
= dF(x(t))( x(t)). (27)
12
Proof. By the denition of the velocity vector,
x(t + t) = x(t) + x(t) t +(t)t (28)
where (t) 0 when t 0. By the denition of the dierential,
F(x +h) = F(x) + dF(x)(h) +(h)[h[ (29)
where (h) 0 when h 0. Plugging (28) into (29), we obtain
F(x(t+t)) = F
_
x+ x(t) t +(t)t
. .
h
_
= F(x)+dF(x)
_
x(t)t+(t)t
_
+
_
x(t)t+(t)t
_
x(t)t+(t)t
= F(x)+dF(x) x(t)t+(t)t
for some (t) 0 when t 0. This precisely means that dF(x) x(t) is
the velocity vector of F(x).
As every vector attached to a point can be viewed as the velocity vector of
some curve passing through this point, this theorem gives a clear geometric
picture of dF as a linear map on vectors.
Theorem 1.4 (Chain rule for dierentials). Suppose we have two maps
F : U V and G: V W, where U R
n
, V R
m
, W R
p
(open
domains). Let F : x y = F(x). Then the dierential of the composite
map G F : U W is the composition of the dierentials of F and G:
d(G F)(x) = dG(y) dF(x). (30)
Proof. We can use the description of the dierential given by Theorem 1.3.
Consider a curve x(t) in R
n
with the velocity vector x. Basically, we need
to know to which vector in R
p
it is taken by d(G F). By Theorem 1.3, it is
the velocity vector to the curve (G F)(x(t)) = G(F(x(t))). By the same
theorem, it equals the image under dG of the velocity vector to the curve
F(x(t)) in R
m
. Applying the theorem once again, we see that the velocity
vector to the curve F(x(t)) is the image under dF of the vector x(t). Hence
d(G F)( x) = dG(dF( x)) for an arbitrary vector x (we suppressed points
from the notation), which is exactly the desired formula (30).
Corollary 1.1. If we denote coordinates in R
n
by (x
1
, . . . , x
n
) and in R
m
by
(y
1
, . . . , y
m
), and write
dF =
F
x
1
dx
1
+ . . . +
F
x
n
dx
n
(31)
dG =
G
y
1
dy
1
+ . . . +
G
y
m
dy
m
, (32)
13
THEODORE VORONOV
then the chain rule can be expressed as follows:
d(G F) =
G
y
1
dF
1
+ . . . +
G
y
m
dF
m
, (33)
where dF
i
are taken from (31). In other words, to get d(G F) we have to
substitute into (32) the expression for dy
i
= dF
i
from (31).
This can also be expressed by the following matrix formula:
d(G F) =
_
_
G
1
y
1
. . .
G
1
y
m
. . . . . . . . .
G
p
y
1
. . .
G
p
y
m
_
_
_
_
F
1
x
1
. . .
F
1
x
n
. . . . . . . . .
F
m
x
1
. . .
F
m
x
n
_
_
_
_
dx
1
. . .
dx
n
_
_
, (34)
i.e. if dG and dF are expressed by matrices of partial derivatives, then
d(GF) is expressed by the product of these matrices. This is often written
as
_
_
z
1
x
1
. . .
z
1
x
n
. . . . . . . . .
z
p
x
1
. . .
z
p
x
n
_
_
=
_
_
z
1
y
1
. . .
z
1
y
m
. . . . . . . . .
z
p
y
1
. . .
z
p
y
m
_
_
_
_
y
1
x
1
. . .
y
1
x
n
. . . . . . . . .
y
m
x
1
. . .
y
m
x
n
_
_
, (35)
or
z
x
a
=
m
i=1
z
y
i
y
i
x
a
, (36)
where it is assumed that the dependence of y R
m
on x R
n
is given by
the map F, the dependence of z R
p
on y R
m
is given by the map G,
and the dependence of z R
p
on x R
n
is given by the composition G F.
Experience shows that it is much more easier to work in terms of dier-
entials than in terms of partial derivatives.
Example 1.19. d cos
2
x = 2 cos xd cos x = 2 cos x sin xdx = sin 2xdx.
Example 1.20. d e
x
2
= e
x
2
d(x
2
) = 2xe
x
2
dx.
Example 1.21. d(x
2
+ y
2
+ z
2
) = d(x
2
) + d(y
2
) + d(z
2
) = 2xdx + 2y dy +
2z dz = 2(xdx + y dy + z dz).
Example 1.22. d (t, t
2
, t
3
) = (dt, d(t
2
), d(t
3
)) = (dt, 2t dt, 3t
2
dt) = (1, 2t, 3t
2
) dt.
Example 1.23. d (x+y, xy) = (d(x+y), d(xy)) = (dx+dy, dxdy) =
(dx, dx) + (dy, dy) = (1, 1) dx + (1, 1) dy.
Remark 1.4. The denition of the dierential involves objects like (h)[h[
and the notion of the limit in R
n
. At the rst glance it may seem that
the theory essentially relies on a Euclidean structure in R
n
(the concept of
length, as dened in Remark 1.2). However, it is not so. One can check
that the notions of the limit as well as the conditions like a function of the
form (h)[h[ where (h) 0 when h 0 are equivalent for all reasonable
denitions of length in R
n
, hence are intrinsic for R
n
and do not depend
on any extra structure.
14
1.4 Changes of coordinates
Consider points x = (x
1
, . . . , x
n
) R
n
. From now on we will call the numbers
x
i
the standard coordinates of the point x. The reason is that we can use
other coordinates to specify points. Before we give a general denition, let
us consider some examples.
Example 1.24. New coordinates x
, y
are introduced in R
2
by the for-
mulae
_
x
= 2x y
y
= x + y.
For example, if a point x has the standard coordinates x = 1, y = 2, then the
new coordinates of the same point will be x
= 0, y
= 3. We can, conversely,
express x, y in terms of x
:
_
_
x =
1
3
(x
+ y
)
y =
1
3
(x
+ 2y
).
The geometric meaning of such change of coordinates is very simple. Re-
call that the standard coordinates of a point x coincide with the components
of the radius-vector r =

Ox: r = xe
1
+ ye
2
, where e
1
= (1, 0), e
2
= (0, 1)
is the standard basis. New coordinates as above correspond to a dierent
choice of a basis: r = x
1
+ y
2
.
Problem 1.1. Find e
1
and e
2
for the example above from the condition
that xe
1
+ ye
2
= x
1
+ y
2
for all points (x, y and x
, y
are related by the

formulae above).
Another way to get new coordinates in R
n
is to choose a new origin
instead of O = (0, . . . , 0).
Example 1.25. Dene x
, y
in R
2
by the formulae
_
x
= x + 5
y
= y 3.
Then the old origin O will have the new coordinates x
= 5, y
= 3.
Conversely, we can nd the new origin O
, i.e., the point that has the new

coordinates x
= 0, y
= 0: its old coordinates are x = 5, y = 3.

Now we will consider a non-linear change of coordinates.
Example 1.26. Consider in R
2
the polar coordinates (r, ) so that
_
x = r cos
y = r sin .
(37)
15
THEODORE VORONOV
Let r 0. Then
r =
_
x
2
+ y
2
. (38)
As for the angle , for (x, y) ,= (0, 0) it can be expressed up to integral
multiples of 2 via the inverse trigonometric functions. Note that is not
dened at the origin. The correspondence between (x, y) and (r, ) cannot
be made one-to-one in the whole plane. To dene uniquely and not just
up to 2, we have to cut out a ray starting from the origin (then we can
count angles from that ray). For example, if we cut out the positive ray of
the x-axis, then we can choose (0, 2) and express as
= arccos
x
_
x
2
+ y
2
. (39)
Hence formulae (37) and (38,39) give mutually inverse maps F : V U and
G: U V , where U = R
2
(x, 0) [ x 0 is a domain of the (x, y)-plane
and V = (r, ) [ r > 0, (0, 2) is a domain of the (r, )-plane. Notice
that we can dierentiate both maps innitely many times.
We shall call a map smooth if it is innitely dierentiable, i.e., if there
exist partial derivatives of all orders.
Modelling on the examples above, we are going to give a general deni-
tion of a coordinate system (or system of coordinates). Notice that the
example of polar coordinates shows that a system of coordinates should
be dened for a domain of R
n
, not for the whole R
n
(in general).
Denition 1.5. Consider an open domain U R
n
. Consider also an-
other copy of R
n
, denoted for distinction R
n
y
, with the standard coordinates
(y
1
. . . , y
n
). A system of coordinates in the open domain U is given by a map
F : V U, where V R
n
y
is an open domain of R
n
y
, such that the following
three conditions are satised:
(1) F is smooth;
(2) F is invertible;
(3) F
1
: U V is also smooth.
The coordinates of a point x U in this system are the standard coordinates
of F
1
(x) R
n
y
.
In other words,
F : (y
1
. . . , y
n
) x = x(y
1
. . . , y
n
). (40)
Here the variables (y
1
. . . , y
n
) are the new coordinates of the point x.
The standard coordinates in R
n
are a particular case when the map F
is identical. In Examples 1.24 and 1.25 we have maps R
2
(x
,y
)
R
2
; in
Example 1.26 we have a map R
2
(r,)
V U R
2
.
16
Remark 1.5. Coordinate systems as introduced in Denition 1.5 are of-
ten called curvilinear. They, of course, also embrace linear changes of
coordinates like those in Examples 1.24 and 1.25.
Remark 1.6. There are plenty of examples of particular coordinate systems.
The reason why they are introduced is that a good choice of coordinates
can substantially simplify a problem. For example, polar coordinates in the
plane are very useful in planar problems with a rotational symmetry.
What happens with vectors when we pass to general coordinate systems
in domains of R
n
?
Clearly, operations with points like taking dierence,
AB = BA, cannot
survive nonlinear maps involved in the denition of curvilinear coordinates.
The hint on what to do is the notion of the velocity vector. The slogan is:
Every vector is a velocity vector for some curve. Hence we have to gure
out how to handle velocity vectors. For this we return rst to the example
of polar coordinates.
Example 1.27. Consider a curve in R
2
specied in polar coordinates as
x(t): r = r(t), = (t). (41)
How to nd the velocity x? We can simply use the chain rule. The map
t x(t) can be considered as the composition of the maps t (r(t), (t)),
(r, ) x(r, ). Then, by the chain rule, we have
x =
dx
dt
=
x
r
dr
dt
+
x
d
dt
=
x
r
r +
x
. (42)
Here r and are scalar coecients depending on t, whence the partial deriva-
tives x/r, x/ are vectors depending on point in R
2
. We can compare
this with the formula in the standard coordinates: x = e
1
x+e
2
y. Consider
the vectors x/r, x/. Explicitly we have
x
r
= (cos , sin ) (43)
x
= (r sin , r cos ), (44)

from where it follows that these vectors make a basis at all points except for
the origin (where r = 0). It is instructive to sketch a picture, drawing vectors
corresponding to a point as starting from that point. Notice that x/r,
x/ are, respectively, the velocity vectors for the curves r x(r, )
( =
0
xed) and x(r, ) (r = r
0
xed). We can conclude that for
an arbitrary curve given in polar coordinates the velocity vector will have
components ( r, ) if as a basis we take e
r
:= x/r, e
:= x/:
x = e
r
r +e
. (45)
17
THEODORE VORONOV
A characteristic feature of the basis e
r
, e
is that it is not constant but

depends on point. Vectors stuck to points when we consider curvilinear
coordinates.
Example 1.28. Question: given a vector v = 2e
r
+ 3e
, express it in
standard coordinates. The question is ill-dened unless we specify a point
in R
2
at which we consider our vector. Indeed, if we simply plug e
r
, e
from (43), (44), we get v = 2(cos , sin ) + 3(r sin , r cos ), something
with variable coecients. Until we specify r, , i.e., specify a point in the
plane, we cannot get numbers!
Problem 1.2. Check that solving (43), (44) for the standard basis e
1
, e
2
we obtain
e
1
=
1
r
(e
r
r cos e
sin ) (46)
e
1
=
1
r
(e
r
r sin +e
cos ). (47)
After considering these examples, we can say how vectors should be han-
dled using arbitrary (curvilinear) coordinates. Suppose we are given a system
of coordinates in a domain U R
n
. We shall denote the coordinates in this
system simply by x
1
, . . . , x
n
. (So x
i
no longer stand for the standard co-
ordinates!) Then:
(1) there appears a variable basis associated with this coordinate sys-
tem, which we denote e
i
=
x
x
i
;
(2) vectors are attached to points; every vector is specied by components
w.r.t. the basis e
i
;
(3) if we change coordinates from x
i
to x
i
, then the basis transforms

according (formally) to the chain rule:
e
i
=
e
i
x
i
x
i
, (48)
with coecients depending on point;
(4) the components of vectors at each point transform accordingly.
It exactly the transformation law with variable coecients that make us
consider the basis e
i
associated with a coordinate system as variable and
attach vectors to points.
This new approach to vectors is compatible with our original approach
when we treated vectors and points simply as arrays and vectors were not
attached to points.
Example 1.29. Suppose x
i
are the standard coordinates in R
n
so that x =
(x
1
, . . . , x
n
). Then we can understand e
i
= x/x
i
straightforwardly and by
dierentiation get at each place either 1 or 0 depending on whether we dier-
entiate x
j
/x
i
for j = ior not: hence e
1
= (1, 0, . . . , 0), e
2
= (0, 1, 0, . . . , 0),
. . . , ev
n
= (0, . . . , 0, 1). From the general rule we have recovered the standard
basis in R
n
!
18
Remark 1.7. The ane structure in R
n
, i.e., the operations with points
and vectors described in Section 1.1 and in particular the possibility to con-
sider vectors independently of points (free vectors) is preserved under a
special class of changes of coordinates, namely, those similar to Examples 1.24
and 1.25 (linear transformations and parallel translations).
With this new understanding of vectors, we can dene the velocity vector
for a parametrized curve specied w.r.t. arbitrary coordinates as x
i
= x
i
(t)
as the vector x := e
i
x
i
.
Proposition 1.1. The velocity vector has the same appearance in all coor-
dinate systems.
Proof. Follows directly from the chain rule and the transformation law for
the basis e
i
.
In particular, the elements of the basis e
i
= x/x
i
(originally, a formal
notation) can be understood directly as the velocity vectors of the coordinate
lines x
i
x(x
1
, . . . , x
n
) (all coordinates but x
i
are xed).
Now, what happens with the dierentials of maps?
Since we now know how to handle velocities in arbitrary coordinates, the
best way to treat the dierential of a map F : R
n
R
m
is by its action on
the velocity vectors. By denition, we set
dF(x
0
):
dx(t)
dt
(t
0
)
dF(x(t))
dt
(t
0
). (49)
Now dF(x
0
) is a linear map that takes vectors attached to a point x
0
R
n
to vectors attached to the point F(x)) R
m
. Using Theorem 1.3 backwards,
we obtain
dF =
F
x
1
dx
1
+ . . . +
F
x
n
dx
n
=
_
e
1
, . . . , e
m
_
_
_
F
1
x
1
. . .
F
1
x
n
. . . . . . . . .
F
m
x
1
. . .
F
m
x
n
_
_
_
_
dx
1
. . .
dx
n
_
_
,
(50)
as before, but now these formulae are valid in all coordinate systems.
In particular, for the dierential of a function we always have
df =
f
x
1
dx
1
+ . . . +
f
x
n
dx
n
, (51)
where x
i
are arbitrary coordinates. The form of the dierential does not
change when we perform a change of coordinates.
Example 1.30. Consider the following function in R
2
: f = r
2
= x
2
+ y
2
.
We want to calculate its dierential in the polar coordinates. We shall use
19
THEODORE VORONOV
two methods: directly in the polar coordinates and working rst in the co-
ordinates x, y and then transforming to r, . Directly in polars, we simply
have df = 2rdr. Now, by the second method we get
df =
f
x
dx +
f
y
dy = 2xdx + 2ydy.
Plugging dx = cos dr r sin d and dy = sin dr + r cos d, and mul-
tiplying through, after simplication we obtain the same result df = dr.
Remark 1.8. The relation between vectors and dierentials of functions
(considered as linear functions on vectors, at a given point) remain valid in
all coordinate systems. The dierential df at a point x is a linear function
on vectors attached to x. In particular, for dx
i
we have
dx
i
(e
j
) = dx
i
_
x
x
j
_
=
x
i
x
j
=
i
j
(52)
(the second equality because the value of df on a velocity vector is the deriva-
tive of f w.r.t. the parameter on the curve). Hence the dierentials of the
coordinates dx
i
form a basis (in the space of linear functions on vectors)
dual to the basis e
j
.
Problem 1.3. Consider spherical coordinates in R
3
. Find the basis e
r
, e
,
e
associated with it (in terms of the standard basis). Find the dierentials
dr, d, d. Do the same for cylindrical coordinates.
2 Line integrals and 1-forms
We are already acquainted with examples of 1-forms. Let us give a formal
denition.
Denition 2.1. A linear dierential form or, shortly, a 1-form in an open
domain U R
n
is an expression of the form
=
1
dx
1
+ . . . +
n
dx
n
,
where
i
are functions. Here x
1
, . . . , x
n
denote some coordinates in U.
Greek letters like , , as well as capital Latin letters like A, E, are
traditionally used for denoting 1-forms.
Example 2.1. xdy y dx, 2dx (x +z) dy +xy dz are examples of 1-forms
in R
2
and R
3
.
Example 2.2. The dierential of a function in R
n
is a 1-form:
df =
f
x
1
dx
1
+ . . . +
f
x
n
dx
n
.
20
(Notice that not every 1-form is df for some function f. We will see
examples later.)
Though Denition 2.1 makes use of some (arbitrary) coordinate system,
the notion of a 1-form is independent of coordinates. There are at least two
ways to explain this.
Firstly, if we change coordinates, we will obtain again a 1-form (i.e., an
expression of the same type).
Example 2.3. Consider a 1-form in R
2
given in the standard coordinates:
A = y dx + x dy.
In the polar coordinates we will have x = r cos , y = r sin , hence
dx = cos dr r sin d
dy = sin dr + r cos d.
Substituting into A, we get A = r sin (cos drr sin d)+r cos (sin dr+
r cos d) = r
2
(sin
2
+ cos
2
) d = r
2
d. Hence
A = r
2
d
is the formula for A in the polar coordinates. In particular, we see that this
is again a 1-form, a linear combination of the dierentials of coordinates with
functions as coecients.
Secondly, in a more conceptual way, we can dene a 1-form in a domain
U as a linear function on vectors at every point of U:
(v) =
1
v
1
+ . . . +
n
v
n
, (53)
if v =
e
i
v
i
, where e
i
= x/x
i
. Recall that the dierentials of functions
were dened as linear functions on vectors (at every point), and
dx
i
(e
j
) = dx
i
_
x
x
j
_
=
i
j
(54)
at every point x. Remark: if we need to show explicitly the dependence on
point, we write (x)(v) (similarly as we did for dierentials). There is an
alternative notation:
, v) = (v) =
1
v
1
+ . . . +
n
v
n
, (55)
which is sometimes more convenient. (Notice angle brackets; do not confuse
it with a scalar product of vectors, which is dened for an Euclidean space.)
21
THEODORE VORONOV
Example 2.4. At the point x = (1, 2, 1) R
3
(we are using the standard
coordinates) calculate , v) if = xdx+y dy +z dz and v = 3e
1
5e
3
. We
have
(x), v) = dx + 2dy dz, 3e
1
5e
3
) = 3 (5) = 8.
The main purpose for which we need 1-forms is integration.
Suppose we are given a path, i.e., a parametrized curve in R
n
. Denote it
: x
i
= x
i
(t), t [a, b] R. Consider a 1-form .
Denition 2.2. The integral of over is
_
=
_
1
dx
1
+ . . . +
n
dx
n
:=
_
b
a
(x(t)), x(t)
_
dt =
_
b
a
_
1
(x(t))
dx
1
dt
+ . . . +
n
(x(t))
dx
n
dt
_
dt. (56)
Integrals of 1-forms are also called line integrals. For a line integral we
need two ingredients: a path of integration and a 1-form. The integral de-
pends on both.
Example 2.5. Consider a constant 1-form E = 2dx3dy in R
2
. Let be
the following path: x = t, y = 1t, where t [0, 1]. (It represents a straight
line segment [PQ] where P = (0, 1), Q = (1, 0).) To calculate
_
E, we rst
nd the velocity vector: x = (1, 1) = e
1
e
2
(constant, in this case). Next,
we take the value of E on x: E, x) = 2dx 3dy, e
1
e
2
) = 2 3(1) = 5.
Hence,
_
E =
_
1
0
E, x)dt =
_
1
0
5dt = 5.
Remark 2.1. A practical way of calculating line integrals is based on the
following shortcut: the expression (x(t)), x(t)) dt is simply a 1-form on
[a, b] R obtained from by substituting x
i
= x
i
(t) as functions of t given
by the path . We have to substitute both in the arguments of
i
(x) and
in the dierentials dx
i
expanding them as the dierentials of functions of t.
The resulting 1-form on [a, b] depends on both and , and is denoted
=
_
i
(x(t))
dx
i
dt
(t)
_
dt , (57)
so that
_
=
_
b
a
. (58)
Example 2.6. Find the integral of the 1-form A = xdy y dx over the path
: x = t, y = t
2
, t [0, 2]. Considering x, y as functions of t (given by the
path ), we can calculate their dierentials: dx = dt, dy = 2t dt. Hence
_
A =
_
2
0
A =
_
2
0
_
t(2t dt) t
2
dt
_
=
_
2
0
t
2
dt =
t
3
3
2
0
=
8
3
22
Denition 2.3. An orientation of a path : x = x(t) is given by the direc-
tion of the velocity vector x.
Suppose we change parametrization of a path . That means we consider
a new path
: [a
, b
] R
n
obtained from by a substitution t = t(t
).
We use t
to denote the new parameter. Let us assume that dt/dt
,= 0, i.e.,
the function t
t = t(t
) is monotonous. If it increases, then the velocity

vectors dx/dt and dx/dt
have the same direction; if it decreases, they have

the opposite directions. Recall that
dx
dt
=
dx
dt

dt
dt
. (59)
The most important statement concerning line integrals is the following the-
orem.
Theorem 2.1. For arbitrary 1-form and path , the integral
_
does not
change if we change parametrization of provided the orientation remains
the same.
Proof. Consider
(x(t)),
dx
dt
_
and
(x(t(t
))),
dx
dt
_
. As
_
(x(t(t
))),
dx
dt
_
=
_
(x(t(t
))),
dx
dt
_
dt
dt
,
we can use the familiar formula
_
b
a
f(t) dt =
_
b
f(t(t
))
dt
dt
dt
valid if
dt
dt
> 0, and the statement immediately follows.

If we change orientation to the opposite, then the integral changes sign.
This corresponds to the formula
_
b
a
f(t) dt =
_
a
b
f(t) dt
in the calculus of a single variable.
Independence of parametrization allows us to dene line integrals over
more general objects. We can consider integrals over any contours consist-
ing of pieces which can be represented by parametrized curves; such contours
can have angles and not necessarily be connected. We simply add inte-
grals over pieces. All that we need to calculate the integral of a 1-form over
a contour is an orientation of the contour, i.e., an orientation for every piece
that can be represented by a parametrized curve.
23
THEODORE VORONOV
2
a contour ABCD consisting of the segments
[AB], [BC], [CD], where A = (2, 0), B = (2, 4), C = (2, 4), D = (2, 0)
(this is an upper part of the boundary of the square ABCD). The orientation
is given by the order of vertices ABCD. Calculate
_
ABCD
for = (x +
y) dx+y dy. The integral is the sum of the three integrals over the segments
[AB], [BC] and [CD]. As parameters we can take y for [AB] and [CD], and
x for [BC]. We have
_
[AB]
=
_
4
0
y dy =
y
2
2
4
0
= 8
_
[BC]
=
_
2
2
(x + 4) dx =
(x + 4)
2
2
2
2
= 18 2 = 16
_
[CD]
=
_
0
4
y dy = 8
Hence
_
ABCD
=
_
[AB]
+
_
[BC]
+
_
[CD]
= 8 + 16 8 = 16.
Notice that the integrals over vertical segments cancel each other.
Example 2.8. Calculate the integral of the form = dz over the perimeter
of the triangle ABC in R
3
(orientation is given by the order of vertices), if
A = (1, 0, 0), B = (0, 2, 0), C = (0, 0, 3). We can parameterize the sides of
the triangle as follows:
[AB] : x = 1 t, y = 2t, z = 0, t [0, 1]
[BC] : x = 0, y = 2 2t, z = 3t, t [0, 1]
[CA] : x = t, y = 0, z = 3t, t [0, 1].
Hence
_
[AB]
dz = 0,
_
[BC]
dz =
_
1
0
3dt = 3,
_
[CA]
dz =
_
1
0
(3dt) = 3;
and the integral in question is I = 0 + 3 3 = 0.
3 Algebra of forms
3.1 Jacobian
Recall the formula for the transformation of variables in the double integral:
_
D
f(x, y) dxdy =
_
D
f(x(u, v), y(u, v)) J(u, v) dudv (60)
24
where
J =
D(x, y)
D(u, v)
= det
(x, y)
(u, v)
(61)
is called the Jacobian of the transformation of variables. Here
(x, y)
(u, v)
=
_
x
u
x
v
y
u
y
v
_
(62)
denotes the matrix of partial derivatives. The sign in (60) is the sign of
the Jacobian.
Example 3.1. For polar coordinates r, where x = r cos , y = r sin , we
have dx = cos dr r sin d, dy = sin dr + r cos d, hence
D(x, y)
D(r, )
=
cos r sin
sin r cos
= r. (63)
Thus we can write dxdy = r dr d.
Problem 3.1. Calculate the area of a disk of radius R in two ways: using
the standard coordinates and using polar coordinates. By area we mean
_
D
dxdy. (Here D = (x, y) [
R
2
x
2
y
R
2
x
2
, R x R =
(r, ) [ 0 r R, 0 2.)
We can ask ourselves the following question: is there a way of getting the
formula with the Jacobian by multiplying the formulae for the dierentials?
Or, to put it dierently: is it possible to understand dxdy as an actual
product of the dierentials dx and dy so that the formula like dx dy = r dr d
in the above example comes naturally?
The answer is yes. The rules that we have to adopt for the multiplica-
tion of dr, d are as follows:
dr dr = 0, dr d = ddr, dd = 0. (64)
Indeed, if we calculate according to these rules, we get: dxdy = (cos dr
r sin d)(sin dr+r cos d) = cos sin dr dr+r cos
2
dr dr sin
2
ddr
r
2
sin cos dd = r cos
2
dr dr sin
2
(dr d) = r dr d, as required.
(We also assumed the usual distributivity w.r.t. addition.) These are the only
rules that lead to the correct answer.
Notice that as a corollary we get similar rules for the products of dx and
dy:
dxdx = 0, dxdy = dy dx, dy dy = 0 (65)
(check!).
25
THEODORE VORONOV
More generally, we can check that in this way we will get the general
formula for arbitrary changes of variables in R
2
: if x = x(u, v), y = y(u, v),
then
dx =
x
u
du +
x
v
dv (66)
dy =
y
u
du +
y
v
dv, (67)
and we get
dxdy =
_
x
u
du +
x
v
dv
__
y
u
du +
y
v
dv
_
=
x
u
y
v
dudv +
x
v
y
u
dv du =
_
x
u
y
v

x
v
y
u
_
dudv = J dudv
(we used dudv = dv du; there are no terms with dudu = 0 and dv dv = 0).
The multiplication that we have just introduced is called the exterior
multiplication. The characteristic feature of the exterior rules is that the
product of two dierentials changes sign if we change the order. In particular,
the exterior product of any dierential with itself must vanish. Notice that a
product like dxdy is a new object compared to dx and dy: it does not equal
any of 1-forms, and it is the kind of expression that stands under the sign of
integral when we integrate over a two-dimensional region.
Now, if we consider R
n
, a similar formula with the Jacobian is valid
_
D
f dx
1
. . . dx
n
=
_
D
f J du
1
. . . du
n
(68)
where
J =
D(x
1
, . . . , x
n
)
D(u
1
, . . . , u
n
)
= det
(x
1
, . . . , x
n
)
(u
1
, . . . , u
n
)
. (69)
How to handle it? Can we understand it in the same way as the formula in
two dimensions? It turns out that all we have to do is to extend the exterior
multiplication from just two to an arbitrary number of factors. We discuss
it in the next section.
3.2 Rules of exterior multiplication
Denition of forms in R
n
. Denition of the exterior product. Examples.
Example: translation; linear change; x + xy.
Eect of maps.
Jacobian obtained from n-forms.
26
Remark 3.1. As well as dx
i
as a linear function on vectors gives the i-th
coordinate: dx
i
(h) = h
i
, the exterior product dx
i
dx
j
can be understood as a
function on pairs of vectors giving the determinant
dx
i
dx
j
(h
1
, h
2
) =
h
i
1
h
i
2
h
j
1
h
j
2
= h
i
1
h
j
2
h
j
1
h
i
2
, (70)
and similarly for the triple exterior products like dx
i
dx
j
dx
k
, etc. We will not
pursue it further.
4 Exterior derivative
Want to get d:
k

k+1
4.1 Dependence of line integrals on paths
Consider paths in R
n
Theorem 4.1. The integral of df does not depend on path (provided the
endpoints are xed).
Closed paths that are boundaries: additivity of integral. Small path.
Let us explore how
_
depend on path in general. For this we shall

consider a small closed path and calculate the integral over it....
d for 1-forms
4.2 Exterior derivative: construction
Consider dierential forms dened in some open domain U R
n
. In the
sequel we omit further references to U and simply write
k
for
k
(U). An
axiomatic denition of d is given by the following theorem:
Theorem 4.2. There is a unique operation d:
k

k+1
for all k =
0, 1, . . . , n possessing the following properties:
d(a + b ) = a d + b d (71)
for any k-forms and (where a, b are constants);
d() = (d) d + (1)
k
(d) (72)
for any k-form and l-form ; on functions
df =
f
x
i
dx
i
(73)
is the usual dierential, and
d(df) = 0 (74)
for any function f.
27
THEODORE VORONOV
Proof. Let us assume that an operator d satisfying these properties exists.
By induction we deduce that d(dx
i
1
. . . dx
i
k
) = 0. Hence for an arbitrary
k-form =
i
1
<...<i
k
i
1
...i
k
dx
i
1
. . . dx
i
k
we arrive at the formula
d =
i
1
<...<i
k
d
i
1
...i
k
dx
i
1
. . . dx
i
k
.
(This establishes the uniqueness part of the theorem.) Now we take this
formula as a denition. By a direct check we can show that it will satisfy
all required properties. For example, to show that d(df) = 0 for an arbitrary
function f, we apply the above formula to df and obtain
d(df) = d
_
f
x
i
dx
i
_
=

2
f
x
j
x
i
dx
j
dx
i
=

2
f
x
i
x
j
dx
i
dx
j
=

2
f
x
j
x
i
dx
j
dx
i
= d(df)
(we swapped the partial derivatives using their commutativity and the dif-
ferentials in the exterior product dx
j
dx
i
getting the minus sign, and then
renamed the summation indices). Thus d(df) = 0, as required. (This estab-
lishes the existence part of the theorem.)
The formula
d =
i
1
<...<i
k
d
i
1
...i
k
dx
i
1
. . . dx
i
k
is the working formula for the calculation of d. In many cases, though, it
is easier to calculate directly using the basic properties of d. On the other
hand, one can deduce general explicit expressions in particular cases (like
1-forms).
4.3 Main properties and examples of calculation
Example 4.1. Suppose is a (n 1)-form is R
n
. We can write it as
=
i
dx
1
. . . dx
i1
dx
i+1
. . . dx
n
. (75)
Then we easily obtain
d =
i
x
i
dx
1
. . . dx
n
. (76)
Exact and closed forms
Theorem 4.3. d F
= F
d
28
5 Stokess theorem
The Stokes theorem is one of the most fundamental results that you will learn
from the university mathematics course. It has the form of the equality
_
C
d =
_
C
,
where
k1
(U) is a (k 1)-form, C a k-dimensional contour (to be
dened) and C the boundary of this contour (to be dened, as well).
There are two cases already familiar.
The NewtonLeibniz formula (or the main theorem of integral calculus)
is for k = 1. Then k 1 = 0, and = f is just a function. If we take a path
: [0, 1] U as a contour, then
_
df = f(Q) f(P) (77)

where P = (0), Q = (1). The r.h.s. should be considered as an integral
of a 0-form over the boundary of the path , which is a formal linear combi-
nation of its endpoints: QP; i.e., we treat f(Q) f(P) as the integral of
f over QP. The integral of a function (as a 0-form) over a point is dened
as the value at this point. It is essential that the path has the orientation
(direction) from P to Q.
The Green formula in the plane is the case k = 2 (hence k 1 = 1) and
n = 2. Then =
1
dx
1
+
2
dx
2
. For a bounded domain D R
2
with the
boundary being a closed curve C, we have the formula
_
D
_
2
x
1

1
x
2
_
dx
1
dx
2
=
_
C
_
1
dx
1
+
2
dx
2
_
. (78)
Under the integral at the l.h.s. stands precisely the dierential d. Again,
it is important that the domain D and its boundary C are given coherent
orientations.
In this section we shall dene all notions involved in Stokess theorem,
discuss its applications and give an idea of a proof.
5.1 Integration of k-forms
We are going to dene integrals like
_
C
where (U), U R
n
is an
open domain, and C is a k-dimensional contour. (Such contours will be
called chains.) This will be achieved in several steps.
Step 1. The contours are supposed to be oriented. So we have to
introduce the notion of an orientation. Let D R
k
be some bounded domain.
What is an orientation of D? Consider examples.
29
THEODORE VORONOV
k = 0. D is just a point. An orientation of a point is simply a sign
(plus or minus) assigned to this point. For example, in the NewtonLeibniz
formula above we meet the expression f(Q) f(P); it should be treated as
an integral of a 0-form f over the formal dierence QP, i.e., over the points
P and Q where to P we assign +1 and to Q we assign 1.
k = 1. D = [a, b] is a segment. An orientation is a (choice of) direction:
from a to b or from b to a.
k = 2. We have D a domain in R
2
. An orientation here is a sense of
rotation, which we may describe as counterclockwise or clockwise. It
is important to realize that these terms have no absolute meaning: if we
look at a sketch of our domain from the other side of the paper, what was
counterclockwise will be clockwise, and vice versa. The labels by which
we distinguish the two possible orientations of D are relative; important is
that there are exactly two of them. (We assume that D is connected; other-
wise each connected component can be assigned one of the two orientations
independently.) How one can specify an orientation? A general method is
to choose a basis of vectors e
1
, e
2
(at a point of D) and by moving it to
other points of D get a basis at all points continuously depending on a point.
Then the sense of rotation at every point will be given as from e
1
to e
2
. It
is clear that if we slightly deform the basis (move the vectors e
1
, e
2
at each
point slightly) or multiply it by a matrix with a positive determinant, the
sense of rotation dened by e
1
, e
2
will not change. In particular, if we have a
coordinate system x
1
, x
2
in D and take the basis e
1
= x/x
1
, e
2
= x/x
2
,
then any two coordinate systems dene the same orientation if and only if
the Jacobian of the transformation of coordinates is positive, and they dene
the opposite orientations if the Jacobian is negative.
2
the standard coordinates x, y and the polar
coordinates r, so that x = r cos , y = r sin . Then
J =
D(x, y)
D(r, )
=
cos r sin
sin r cos
= r > 0, (79)
hence the coordinate systems x, y and r, dene the same orientation in
the plane. The order of coordinates is very important: if we consider , r
instead (the coordinate considered as the rst and the r coordinate con-
sidered as the second), then the columns of the determinant in (79) will be
swapped and the Jacobian will change sign. In general, if we swap two co-
ordinates, then the orientation changes to the oppositive. Also, if we change
to
= (i.e., begin to count the polar angles clockwise instead of

counterclockwise), then the second column will change sign, again giving
a negative Jacobian.
k > 2. In this general case we dene an orientation in D R
k
using a
basis e
1
, . . . , e
k
at every point of D (we assume that the vectors of the basis
30
smoothly depend on point). Two bases e
1
, . . . , e
k
and g
1
, . . . , g
k
are said to
be equivalent or dening the same orientation if and only if g
i
=
k
j=1
e
j
A
j
i
with det A > 0. Notice that every two bases in a vector space dier by a
linear transformation with an invertible matrix. The point is that the matrix
should have a positive determinant for the bases in question to dene the
same orientation. Notice that the matrix A is invertible, hence det A is never
zero. It follows that if we slightly perturb the basis, i.e., take A close to the
identity matrix E, or consider a continuous family of transformations starting
at the identity, then the determinant cannot change sign (as det E = 1 and
passing through 0 is impossible), so the orientation will not change.
In particular, it is possible to take the bases corresponding to coordi-
nate systems in D. Then any two coordinate systems, say, x
1
, . . . , x
k
and
y
1
, . . . , y
k
dene the same orientation in D if
J =
D(x
1
, . . . , x
k
)
D(y
1
, . . . , y
k
)
=
x
1
y
1
. . .
x
1
y
k
. . . . . . . . .
x
k
y
1
. . .
x
k
y
k
> 0, (80)
and they dene the opposite orientations if the Jacobian is negative. (This
denition applied to k = 1 and k = 2 embraces the cases considered sep-
arately above. It turns out that only the case k = 0 requires an ad hoc
denition.)
Problem 5.1. For spherical coordinates in R
3
nd out which order of coor-
dinates: r, , or r, , gives the same orientation as x, y, z.
Step 2. Now we shall dene the integral of an n-form over a bounded
domain D R
n
. Consider
n
(R
n
). Let x
1
, . . . , x
n
be some coordinates
in D. Since there is just one independent n-fold product of the dierentials
dx
i
here, the form has a very simple appearance:
= f(x
1
, . . . , x
n
) dx
1
. . . dx
n
, (81)
where f is a function of the coordinates. We dene the integral of an n-form
over an n-dimensional domain D as
_
D
=
_
D
f(x
1
, . . . , x
n
) dx
1
. . . dx
n
, (82)
where at the r.h.s. stands the usual multiple integral as dened in calculus
courses (via partitions and limits of integral sums). Let us recall the theorem
about the change of variables in multiple integrals. If we introduce new
coordinates y
1
, . . . , y
n
in the domain D, then
_
D
f(x
1
, . . . , x
n
) dx
1
. . . dx
n
=
_
D
f(x
1
(y
1
, . . . , y
n
), . . . , x
n
(y
1
, . . . , y
n
)) J dy
1
. . . dy
n
. (83)
31
THEODORE VORONOV
Here J = J(y
1
, . . . , y
n
) is the Jacobian D(x
1
, . . . , x
n
)/D(y
1
, . . . , y
n
). Forget-
ting for a moment about the sign in (83), we recognize the l.h.s. as
_
D

(dened using the coordinates x
1
, . . . , x
n
) and the expression under the inte-
gral in the r.h.s. as exactly the form written in the coordinates y
1
, . . . , y
n
.
Indeed, the rules of the exterior multiplication are devised precisely to give
dx
1
. . . dx
n
= J dy
1
. . . dy
n
when x
i
are expressed as functions of y
j
(see
Section 3.1). It follows that the integral in the r.h.s. is the integral of
calculated in the coordinates y
j
. Hence, up to a sign, we see that the inte-
gral
_
D
does not depend on a choice of coordinates in D. Now, what is
the meaning of the sign? Notice that = sign J. We obtain the following
theorem.
Theorem 5.1. The integral of an n-form over D R
n
does not depend on
a choice of coordinates in D provided the orientation is xed. If we change
orientation, the integral changes sign.
Example 5.2. Let I
2
= (x, y) [ 0 x, y 1 be the unit square in R
2
. Let
an orientation be given by the coordinates x, y. Then
_
I
2
dxdy =
_
I
2
dy dx = 1. (84)
Dene an oriented domain as a domain D with a chosen orientation. Let
D denote the same domain with the opposite orientation. Hence, we can
integrate n-forms over oriented domains in R
n
, and
_
D
=
_
D
. (85)
In the above we assumed that n > 0. For n = 0, we dene the integral of
a 0-form in R
0
, which just a number (R
0
is a single point!), to be this number
if the point is taken with + or minus this number if the point is taken with
(see above on an orientation for k = 0).
Step 3. Now we want to learn how to integrate k-forms in R
n
. We have
to explain rst over which objects forms will be integrated. Bear in mind the
analogy with k = 1. We dene a k-path or a k-dimensional path) in R
n
or
in U R
n
(an open domain) as a smooth map : D U, where D R
k
is a bounded domain. (Recall that for k = 1, a path or a 1-path is a map
[a, b] U.) A parametrization of a k-path is a choice of coordinates in
D. For any
k
(U) dene the integral of a k-form over a k-path
_
:=
_
D
. (86)
Here
:
k
(U)
k
(D) is the pull-back map. The integral at the r.h.s. is
the integral of a k-form over a bounded domain in R
k
. It does not depend
32
on a choice of coordinates as long as we do not change the orientation. An
orientation of D will be called an orientation of the k-path . It follows
that the integral of k-forms is well-dened on oriented k-paths. If we agree
to denote by an oriented k-path and by the same k-path with the
opposite orientation, then we have
_
=
_
. (87)
Since we can integrate over k-paths so that the integral depends only on
orientation and not a parametrization, we can extend the integral to any
objects that can be cut into pieces representable by k-paths, provided
the orientations on the pieces are xed. Following the 1-dimensional exam-
ple, we dene a k-chain (or a k-dimensional chain) in U as a formal linear
combination of oriented k-paths:
C = a
1
1
+ a
2
2
+ . . . + a
r
r
, (88)
where a
i
R and
i
are k-dimensional paths with chosen orientations. When
we take linear combinations we agree that () = , where the minus sign
in the brackets means taking the opposite orientation (so that the formal
multiplication by 1 coincides with changing the orientation). We dene the
integral of a k-form in U R
n
over a k-chain as the sum of integrals over
k-paths:
_
C
=
_
a
1
1
+...+arr
:= a
1
_
1
+ . . . + a
r
_
r
. (89)
Remark 5.1. The standard denitions of chains are more restrictive than the
one given above. We have not specied bounded domains D R
k
that are
allowed in k-paths. Such exibility is convenient for practical calculations,
but makes it dicult to advance with general theorems. For theoretical
purposes, as the experience shows, it is better to consider chains made of
k-paths dened as maps : D U where D is a standard domain like the
unit k-cube (cubical chains) or the standard k-simplex (simplicial chains).
Remark 5.2. To integrate over a k-dimensional surface, like a sphere, we
have to represent it by a chain. First of all, a surface should be oriented, i.e.,
an orientation should be chosen at every tangent plane by a basis continu-
ously depending on a point. If it is not possible, then the integral cannot be
dened. An oriented surface can be cut into pieces representable by oriented
k-paths, so that the whole surface can be replaced by their sum (a chain).
The integral over an oriented surface is dened as the integral over this chain.
Clearly, the integral will not depend on a particular cutting into pieces, i.e.,
a representation of the surface by a chain.
33
THEODORE VORONOV
Example 5.3. Calculate the integral of the 2-form xdxdy + (2 + 3y) dxdz
over the 2-path : D R
3
, : (u, v) (u, v, u
2
+v
2
), and D: 0 u, v 1.
We nd
= udu dv + (2 + 3v) dud(u

2
+v
2
) = (u + 2 + 6v
2
) dudv. Hence
_
=
_
D
(u+2+6v
2
) du dv =
_
1
0
_
1
0
(u+2+6v
2
) du dv =
_
1
0
(u+2+2) du = 4
1
2
.
Example 5.4. Calculate the integral of the 2-form = z dx dy over the
the unit sphere with center O = (0, 0, 0) in R
3
. Denote this surface S
2
. An
orientation is xed by the basis e
1
= (1, 0, 0), e
2
= (0, 1, 0) at the point
(0, 0, 1) (the north pole). At all other points of the sphere we can get a
basis dening the orientation by dragging to these points the given basis at
(0, 0, 1) (so that it remains tangent to the sphere). We have to represent
the sphere by a chain. One way of doing this is to cut it into the upper
hemisphere and the lower hemisphere. Consider the 2-paths
+
and
,
where
+
: D R
3
, (u, v) (u, v, +
1 u
2
v
2
), and
: D R
3
,
(u, v) (u, v,
1 u
2
v
2
). Here D = u
2
+ v
2
1 (for both 2-
paths). Now, what about the orientation? One can see that at the south pole
(0, 0, 1) the given orientation of the sphere S
2
is opposite to that specied
by e
1
, e
2
at this point (check!). Hence for
+
we should take the orientation
by the coordinates u, v, and for
the opposite orientation, so the sphere is

represented by the 2-chain C =
+
. We have
_
S
2
=
_
C
=
_
+

_
=
_
D
+

_
D
=
_
D
1 u
2
v
2
dudv
_
D
(
1 u
2
v
2
dudv) =
2
_
D
1 u
2
v
2
dudv
(we skip the calculation of the remaining double integral).
Problem 1. Calculate the integral
_
S
2
using spherical coordinates (i.e.,
representing the sphere by the chain consisting of a single 2-path: x =
cos sin , y = sin sin , z = cos , 0 2, 0 ) and check
that you will get the same answer.
5.2 Stokess theorem: statement and examples
Theorem 5.2 (Stokess theorem for chains). Let U R
n
be an open
domain. For every
k1
(U) and every k-chain C in U,
_
C
=
_
C
d, (90)
where C is the boundary of C.
34
The only notion that we have not discussed yet is the boundary of a
chain.
Remark 5.3. The theorem remains true if we replace U R
n
by any
smooth n-dimensional manifold. Smooth manifolds are sets that locally
look like open domains of R
n
. All calculus, including the theory of dieren-
tial forms, can be extended to smooth manifolds.
Remark 5.4. In the statement of the theorem, the chain C can be replaced
by an oriented submanifold with boundary, e.g., a closed disk.
The boundary of a k-chain C is a (k 1)-chain dened as follows. If
C = a
1
1
+. . . +a
r
r
, we set C = a
1
1
+. . . +a
r

r
. Hence we have to
dene the chain for an oriented k-path . Loosely speaking, if : D U
and an orientation of D is xed, then is given by the map restricted to
D, where D is the boundary of the domain D R
k
in the natural sense,
endowed with the orientation compatible with that of D.
Example 5.5. Suppose D = [a, b] R and the orientation is from a to b.
Then the boundary of D consists of a and b, and in view of the Newton
Leibniz formula it is natural to take a with minus and b with plus. We
can consider [a, b] as the chain b a (formal dierence! not the subtraction
of numbers).
Example 5.6. Suppose D R
2
is the unit disk with center at the origin ori-
ented by the coordinates x, y. Then D is the unit circle with the orientation
counterclockwise.
2
is the unit square (x, y) [ 0 x, y 1
oriented by the coordinates x, y. Then D consists of four segments: [OA],
[AB], [BC], [CO] with the orientations from O to A, from A to B, from B
to C, from C to O. Here O = (0, 0), A = (1, 0), B = (1, 1), C = (0, 1). We
can write D = [OA] + [AB] + [BC] + [CO].
3
is the unit ball with center at the origin
oriented by the coordinates x, y, z. Then D is the unit sphere with the
orientation given by the basis e
2
, e
3
at the point (1, 0, 0). Here e
1
, e
2
, e
3
is
the standard basis (corresponding to x, y, z).
Problem 5.2. Show that the same orientation on the sphere is given at the
point (0, 0, 1) by the basis e
1
, e
2
. (Drag the vectors e
2
, e
3
from (1, 0, 0) to
(0, 0, 1) along the meridian and see what you will get there.)
We see that the problem is that in some cases (like for the disk or the
ball above), the boundary of D is not naturally dened as a chain, though it
may be cut into pieces making up a chain. Here is exactly the point where
35
THEODORE VORONOV
restricting by some standard domains like a unit cube has a great advantage
(see Remark 5.1).
How to induce an orientation on D by a given orientation for D? Notice
that at the points of the boundary it is always dened the direction inwards
the domain as well as the opposite direction outwards the domain. More
precisely, for a vector not tangent to the boundary we can always tell if it
points inwards or outwards.
Example 5.9. For the ball x
2
+ y
2
+ z
2
1, the basis vector e
3
at the
point (0, 0, 1) (the north pole) points outwards and at the point (0, 0, 1)
(the south pole) it points inwards.
Denition 5.1. Suppose an orientation of a domain D R
k
is given by
some basis e
1
, . . . , e
k
. Then the induced orientation for D is given by a
basis g
1
, . . . , g
k1
(consisting of vectors tangent to D) such that
(e
1
, . . . , e
k
) (n, g
1
, . . . , g
k1
),
where n is any vector pointing outwards. Here means the equivalence of
bases, i.e., that they dene the same orientation.
Problem 5.3. Check that in the examples above the orientation of the
boundary is given by this rule.
2
a domain between two circles (not necessarily
concentric). Check that if the domain is oriented in such a way that at the
outer circle the induced orientation is counterclockwise, then at the inner
circle it is clockwise, and vice versa.
Theorem 5.2 is valid for any chains where the boundary (with the induced
orientation) is understood as explained above. It is also valid for subman-
ifolds and their boundaries (as we have already mentioned), and again the
orientation on the boundary is given as in Denition 5.1.
Proposition 5.1. For any chain, ( C) = 0.
This is easy to prove for chains based on some particular standard do-
mains, like cubical chains or simplicial chains. A chain C such that C = 0
is called a closed chain or a cycle. An example of a 1-cycle is a closed path.
Any oriented surface without boundary, like a sphere, can be cut into pieces
making up a cycle. In particular, any boundary, i.e., a chain which is the
boundary of some other chain is a cycle. It is customary to denote integrals
over cycles by
_
. In this notation the Stokes theorem reads
_
C
=
_
C
d. (91)
The Stokes theorem has the following immediate corollaries:
36
Corollary 5.1. The integral of a closed form over a boundary is zero: if
d = 0, then
_
C
= 0.
The integral of an exact form over any cycle is zero: if C = 0, then
_
C
d = 0.
Corollary 5.2. If two k-chains, C and C
, bound a (k + 1)-chain, i.e.,

C C
= W for some (k + 1)-chain W, then

_
C
=
_
C
for any k-form .

Consider some elementary examples.
Example 5.11. Let = a dx + b dy in R
2
, where a, b are constants. Then
d = 0, hence
_
D
= 0
for every bounded domain D R
2
.
Example 5.12. Consider the 1-form
=
1
2
(xdy y dy) (92)
in R
2
. Then d = dx dy. Hence for any bounded domain D,
_
D
=
_
D
dxdy = area of D.
(We shall discuss areas at greater detail in the next section.) The contour in
the l.h.s. should be oriented counterclockwise.
The form from the previous example can be re-written in polar coordi-
nates as
=
1
2
(xdy y dy) =
1
2
r
2
d (93)
(check!). Hence, integration of
1
2
r
2
d over the boundary of a domain gives
its area.
Example 5.13. The area of a sector of angle of a disk of radius R equals
1
2
_
D
r
2
d =
1
2
R
2
(94)
(the integrals over the two radii are zero, only the integral over the circular
arc gives an input). In particular, the area of the whole disk ( = 2) is
R
2
.
37
THEODORE VORONOV
Example 5.14. Consider
d ln r =
dr
r
=
xdx + y dy
x
2
+ y
2
. (95)
Since this form is exact in R
2
(0), the integral of it over any cycle in
R
2
(0) vanishes.
Example 5.15. Consider the 1-form
d = d arctan
y
x
=
xdy y dx
x
2
+ y
2
. (96)
By Corollary 5.2, the integral of this form is the same for all closed paths
that go around the origin once, and equals 2. In general,
_
C
d = 2n, n Z, (97)
if a cycle C goes around the origin n times (example: x = cos nt, y = sin nt,
t [0, 2]). If a cycle does not go around the origin, the integral is zero.
Notice that n can be negative, and n = 0 for a cycle that goes around the
origin once and then goes back once (one can show that every such cycle is
a boundary).
n
the following (n 1)-form:
=
x
1
dx
2
dx
3
. . . dx
n
x
2
dx
1
dx
3
. . . dx
n
+ . . . + (1)
n1
x
n
dx
1
dx
2
. . . dx
n1
((x
1
)
2
+ . . . + (x
n
)
2
)
n/2
.
(98)
For n = 3 it is the form
=
xdy dz y dx dz + z dxdy
(x
2
+ y
2
+ z
2
)
3/2
(99)
and for n = 2 it is the form d considered in Example 5.15. One can show
that d = 0 for all n. On the other hand, if S
R
stands for the sphere of
radius R with center at the origin O = (0, . . . , 0), then
_
S
R
= A
n
. (100)
where A
n
,= 0 is a constant independent of R. Indeed, the restriction of to
S
R
coincides with the restriction of the form
= R
n
(x
1
dx
2
dx
3
. . . dx
n
x
2
dx
1
dx
3
. . . dx
n
+ . . . + (1)
n1
x
n
dx
1
dx
2
. . . dx
n1
) dened at all points of
R
n
. Since d
= R
n
ndx
1
. . . dx
n
, by the Stokes theorem we get
_
S
R
=
_
S
R
=
_
B
R
R
n
ndx
1
. . . dx
n
= nR
n
vol B
R
= n vol B
1
, (101)
where B
R
denotes the ball of radius R in R
n
.
In particular, the form (98) is a closed but not exact form in R
n
O
(otherwise the integral over any cycle would be zero).
38
5.3 A proof for a simple case
We shall give a proof of the Stokes theorem for cubical chains. In fact, the
statement for this case implies the statement in general, but we will not prove
this.
Notice rst that by linearity the general Stokes formula for chains can be
reduced to the formula for a single k-path:
_
=
_
. (102)
Since is nothing but the map : D U restricted to the boundary of
the domain D, we have the l.h.s. in (102) equal to
_
D
and the r.h.s. equal to

_
D
d =
_
D
d(
),
since dF
= F
d for any map F (Theorem 4.3). Hence we have to prove

that
_
D
=
_
D
d(
) (103)
for a (k 1)-form
in D R
k
.
We can conclude that to prove Stokess theorem it would suce to prove
it just for a bounded domain in R
n
and (n 1)-forms in it:
_
D
=
_
D
d. (104)
This is one of the strengths of the theory of forms due to pullbacks and the
fact that d commutes with pullbacks. (In obsolete expositions not making
use of forms, proofs of statements like Stokess theorem are much harder
exactly because of the lack of pullbacks.) To make (104) more explicit, we
can write as
i
dx
1
. . . dx
i1
dx
i+1
. . . dx
n
. Then we can use
Remark 5.5. There is a problem of singling out a class of domains D in
R
n
for which the Stokes theorem is valid. We do not want to do it pre-
cisely. Instead let us just mention that this class should contain all natural
examples, like cubes, balls, and any bounded domains specied by a nite
set of inequalities f
i
(x) 0 in R
n
. A good example is the domain between
two graphs of functions x
n
= f(x
1
, . . . , x
n1
) in R
n
where the argument
(x
1
, . . . , x
n1
) runs over a similar type region in R
n1
. In all such cases it is
possible to dene clearly D, the induced orientation for it and the integral
39
THEODORE VORONOV
of any (n 1)-form. It seems intuitively clear, in fact, this is a statement
of a topological nature proved in the so-called homology theory, that every
D as above can be cut into cubical pieces, i.e., that can be made cubes by
changes of variables, so that the sum of the boundaries of all cubes gives a
chain representing the boundary of D, with the induced orientation, and all
faces that are not on D enter the formula with opposite orientations, hence
are cancelled.
Example 5.17. Consider a square in R
2
oriented by coordinates x, y. Cut it
into four smaller squares and consider them with the same orientation. Take
the boundary of each of the smaller squares (with the induced orientation),
and check that all internal sides appear twice with the opposite orienta-
tions, hence in the sum they cancel, leaving only the sides subdividing the
sides of the original square, with the correct orientations.
Now we shall prove the Stokes formula for a cube. It directly implies the
theorem for all cubical chains. From the above remark it also follows that
it implies the theorem for all other chains (and actually for manifolds with
boundary).
Let Q
n
denote the standard unit n-cube in R
n
, i.e.,
Q
n
= x R
n
[ 0 x
i
1 for all i. (105)
The boundary of Q
n
consists of 2n sides, which we can treat as embeddings
of the standard unit (n 1)-cube Q
n1
. Hence Q
n
is a cubical chain, and
the boundary of every cubical chain (made on standard unit cubes) is again
a cubical chain of the same type. So it is a convenient class of chains, closed
under the action of .
Let us describe the orientations induced on the sides of Q
n
. (For all n
we take the orientation of Q
n
by the coordinates x
1
, . . . , x
n
.) Fix some i =
1, . . . , n. By setting x
i
to 1 or to 0 we get two sides, which we denote j
i
where
plus denotes x
i
= 1 and minus denotes x
i
= 0. We have the embeddings
j
i
: Q
n1
Q
n
where x
1
= y
1
, . . . , x
i1
= y
i1
, x
i+1
= y
i
, . . . , x
n
= y
n1
and x
i
= 0 or x
i
= 1 (we denoted by y
i
the coordinates on Q
n1
). The
standard orientation of Q
n1
corresponds to the orientation by the basis
e
1
, . . . , e
i1
, e
i+1
, . . . , e
n
, i.e., the standard basis in R
n
with the i-th vector
omitted. Notice that e
i
points outwards for j
+
i
and inwards for j
i
. To
get the induced orientation on j
i
we have to compare the orientation of
e
i
, e
1
, . . . , e
i1
, e
i+1
, . . . , e
n
with that of e
1
, . . . , e
n
. It follows that we have
to take (1)
i1
for j
+
i
and (1)
i1
for j
i
. We have arrived at a statement:
Proposition 5.2. The boundary of the cube Q
n
is given by the formula:
Q
n
=
n
i=1
(1)
i1
(j
+
i
j
i
). (106)
40
Problem 5.4. Check that (Q
n
) = 0 as a cubical chain (made of maps
Q
n2
Q
n
).
Discussion: particular cases, recollection of the meaning of d and exterior
product.
6 Classical integral theorems
Historical remark.
6.1 Forms corresponding to a vector eld
In this section we consider R
n
as a Euclidean space (see Remark 1.2). In
particular, in the standard coordinates the scalar product of vectors X and
Y , which we denote (X, Y ) or X Y , is given by the formula
(X, Y ) = X Y = X
1
Y
1
+ . . . + X
n
Y
n
=
X
i
Y
i
. (107)
We call coordinates in which the scalar product is given by (107) Cartesian
coordinates. In particular, the standard coordinates are Cartesian. It is not
dicult to see that all Cartesian coordinates are obtained from the standard
coordinates by changes of variables of the form
y
i
=
A
i
j
x
j
+ b
i
(108)
where the matrix A = (A
i
j
) is orthogonal.
In an arbitrary coordinate system the expression for the scalar product
will be more complicated.
Example 6.1. Consider polar coordinates in R
2
. To them correspond the
basis e
r
, e
:
e
r
= (cos , sin ) (109)
e
= (r sin , r cos ). (110)

For vectors X = X
1
e
r
+ X
2
e
, Y = X
1
e
r
+ X
2
e
we obtain
(X, Y ) = (X
1
e
r
+ X
2
e
, X
1
e
r
+ X
2
e
) =
X
1
Y
1
(e
r
, e
r
) + X
1
Y
2
(e
r
, e
) + X
2
Y
1
(e
r
, e
) + X
2
Y
2
(e
, e
).
Since from (109),(110) we have (e
r
, e
r
) = 1, (e
r
, e
) = 0, and (e
, e
) = r
2
,
we nally obtain
(X, Y ) = X
1
Y
1
+ r
2
X
2
Y
2
. (111)
This is the formula for the scalar product in polar coordinates.
41
THEODORE VORONOV
In general, if X =
X
i
e
i
in the basis e
i
=
x
x
i
associated with a coor-
dinate system x
1
, . . . , x
n
, and similarly for Y , then
(X, Y ) = X Y =
X
i
Y
j
g
ij
(112)
where g
ij
= (e
i
, e
j
). These coecients in general depend on point, and the
scalar product makes sense only for vectors attached to the same point.
Example 6.2. In polar coordinates the matrix (g
ij
) is
(g
ij
) =
_
1 0
0 r
2
_
. (113)
Problem 6.1. For spherical coordinates r, , in R
3
where
x = r sin cos (114)
y = r sin sin (115)
z = r cos (116)
calculate pairwise scalar products of e
r
, e
, e
and show that

(g
ij
) =
_
_
1 0 0
0 r
2
0
0 0 r
2
sin
2
_
_
, (117)
so
(X, Y ) = X
1
Y
1
+ r
2
X
2
Y
2
+ r
2
sin
2
X
3
Y
3
. (118)
After these preliminaries we can pass to the main topic. Consider vector
elds in R
n
, i.e., smooth functions associating with every point x in some
open domain U R
n
a vector X(x) attached to this point: x X(x).
We can visualize this as arrows attached to all points of U and smoothly
varying with points. Treating them as velocity vectors, we obtain a picture
of a vector eld as a ow in U, so that each vector X(x) represents the
velocity of the ow at the point x. This hydrodynamical picture is very
helpful.
With every vector eld X in R
n
are associated two dierential forms:
(1) a 1-form denoted X dr, called the circulation form of X,
(2) an (n 1)-form denoted X dS, called the ux form of X.
Before giving precise denitions, let us give a rough idea. Suppose we
visualize X as a ow of some uid. If is a path (or a 1-chain), it is natural
to look for the measure of uid that circulates along in a unit of time.
Likewise, for an (n 1)-dimensional surface in R
n
(or an (n 1)-chain) it
is natural to look for the measure of uid that passes across the surface in
a unit of time. The answers to these questions are given by the integrals of
the forms X dr and X dS respectively, hence the names. (Flux in Latin
means ow.)
42
Denition 6.1. The circulation form corresponding to a vector eld X,
notation: X dr (or X dx), is a 1-form that on every vector Y takes the
value (X, Y ), the scalar product of X and Y :
X dr, Y ) = (X, Y ). (119)
We immediately conclude that in Cartesian coordinates, if X =
X
i
e
i
,
then
X dr =
X
i
dx
i
. (120)
Indeed, the l.h.s. of (119) is always
i
Y
i
in arbitrary coordinates (where
X dr = =
i
dx
i
). Comparing with (107), we get (120). In general
coordinates we similarly obtain
X dr =
i,j
g
ij
X
i
dx
j
(121)
where g
ij
= (e
i
, e
j
).
Example 6.3. In the plane, if X is given in Cartesian coordinates x, y as
X = X
1
e
1
+ X
2
e
2
, then
X dr = X
1
dx + X
2
dy.
If X is given in polar coordinates r, as X = X
1
e
r
+X
2
e
(the coecients
X
1
, X
2
now have a dierent meaning), then
X dr = X
1
dr + r
2
X
2
d.
The correspondence between vectors elds and 1-forms given by X
X dr is invertible. Any 1-form =
i
dx
i
is the circulation form for a
unique vector eld X. All we have to do is to solve the equation (121) for
the coecients X
i
. We obtain
X =
i,j
g
ij
j
e
i
(122)
where g
ij
(with upper indices) are the coecients of the inverse matrix for
(g
ij
). An important example is given by the notion of the gradient of a
function.
Denition 6.2. The gradient of a function f, notation: grad f, is the vector
eld corresponding to the 1-form df:
grad f dr = df. (123)
Example 6.4. In Cartesian coordinates in R
n
grad f =
f
x
1
e
1
+ . . . +
f
x
n
e
n
. (124)
43
THEODORE VORONOV
Example 6.5. In polar coordinates in R
2
grad f =
f
r
e
r
+
1
r
2
f
. (125)
Example 6.6. In spherical coordinates in R
3
grad f =
f
r
e
r
+
1
r
2
f
+
1
r
2
sin
2
. (126)
We see that while df has a universal form in all coordinate systems, the
expression for grad f depends on particular coordinates.
Now we shall dene the ux form X dS. To do so, we have to make
a digression and discuss volumes in a Euclidean spaces. Let x
1
, . . . , x
n
be
Cartesian coordinates. The volume of any bounded domain D R
n
is
dened as
vol D :=
_
D
dx
1
. . . dx
n
. (127)
It is clear that the denition does not depend on a choice of Cartesian coor-
dinates if the orientation is not changed. (Indeed, the Jacobian is det A for A
in (108), which is +1 or 1, since A is orthogonal.) Hence we have actually
dened the oriented volume of an oriented domain D, the absolute value
of which is the usual volume. For n = 2 volume is called area. (For n = 1
volume is length.)
Example 6.7. Let (a, b) be a parallelogram spanned by vectors a and b
in R
2
. Then by a direct calculation of the integral (check!)
area (a, b) =
a
1
a
2
b
1
b
2
(128)
if a = a
1
e
1
+ a
2
e
2
, b = b
1
e
1
+ b
2
e
2
in Cartesian coordinates.
Obviously, this generalizes to an arbitrary n: in Cartesian coordinates
the volume of parallelipiped in R
n
spanned by vectors a
1
, . . . , a
n
is
vol (a
1
, . . . , a
n
) =
a
1
1
. . . a
n
1
. . . . . . . . .
a
1
n
. . . a
n
n
. (129)
It is possible, starting from (128), (129) to give an intrinsic expression
for this volume, entirely in terms of lengths of the vectors a
1
, . . . , a
n
and
angles between them, i.e., in terms of the pairwise scalar products of a
i
.
Lemma 6.1. For all n,
(vol (a
1
, . . . , a
n
))
2
=
a
1
a
1
. . . a
1
a
n
. . . . . . . . .
a
n
a
1
. . . a
n
a
n
. (130)
At the r.h.s. stands the determinant made of all pairwise scalar products of
a
i
.
44
This lemma can be proved by induction in n. It is clear for n = 1
([a[
2
= a a). For the inductive step one can notice that both sides does not
change if to one of the vectors is added a linear combination of the others.
We skip the remaining details.
Problem 6.2. Verify (130) directly for n = 2, by explicitly calculating the
determinant in the r.h.s. in Cartesian coordinates.
The usefulness of Lemma 6.1 is double. First, it gives us a coordinate-free
formula for the volume of a parallelipiped (and the area of a parallelogram).
Second, because it does not involve coordinates, it is applicable to a system of
k vectors in n-dimensional space for k n (as any such system is contained
in a k-dimensional subspace). It gives in this case a formula for a k-volume
in n-space. For example, it gives a formula for the area of an arbitrary
parallelogram in R
3
.
Corollary 6.1. In arbitrary coordinates the volume of a domain D is
vol D :=
_
D
g dx
1
. . . dx
n
(131)
where g = det(g
ij
), and g
ij
= e
i
e
j
.
Indeed, when we calculate the integral in (131), the terms in the integral
sum are the volumes of small parallelipipeds spanned by the vectors e
1
, . . . , e
n
multiplied by x
1
. . . x
n
(small increments). We calculate each of the small
volumes using formula (130) and add. Passing to the limit gives (131).
Hence the n-form
dV :=

g dx
1
. . . dx
n
(132)
is the volume form. Its integral over a bounded domain gives the volume of
the domain. In particular, in any Cartesian coordinates we have g = 1, and
we return to the original denition of volume.
Similarly we can introduce a k-dimensional area (or k-dimensional
volume) element dS for any k-dimensional surface in R
n
. Standard nota-
tion: dS (regardless of k). It is a k-form that lives on a surface, i.e., is
a k-form written in terms of parameters on a surface. For any choice of
parametrization, say, by variables u
1
, . . . , u
k
, the area element dS has the
universal appearance
dS :=
hdu
1
. . . du
k
(133)
if we denote by h the determinant made of pairwise scalar products of the
vectors e
i
:=
x
u
i
.
Example 6.8. For the sphere of radius R with center at O in R
3
dS = R
2
sin d d.
45
THEODORE VORONOV
Remark 6.1. Volume element dV and area element dS are not dierentials
of any V or S, in spite of their notation. This notation is traditional
and has a meaning of a small element giving vol or area after integration.
Now we can dene the ux form X dS for an arbitrary vector eld X
in R
n
.
Denition 6.3. The ux form corresponding to a vector eld X, notation:
X dS, is an (n 1)-form in Cartesian coordinates equal to
XdS = X
1
dx
2
dx
3
. . . dx
n
X
2
dx
1
dx
3
. . . dx
n
+. . .+(1)
n1
X
n
dx
1
dx
2
. . . dx
n1
,
(134)
Proposition 6.1. The pull-back of the ux form X dS for a vector eld X
in R
n
by any (n 1)-path : (u
1
, . . . , u
n1
) x(u
1
, . . . , u
n1
) equals
vol (X, e
1
, . . . , e
n1
) du
1
. . . du
n1
.
where e
i
=
x
u
i
, and vol (a, . . . , c) denotes the volume of a parallelogram
spanned by vectors a, . . . , c.
Proof for n = 3. Let : x = x(u, v) be the 2-path in question. In Cartesian
coordinates we have (since
(dy dz) = (
u
y
v
z
v
y
u
z) dudv, etc.):
(X dS) =
(X
1
dy dz X
2
dx dz + X
3
dxdy) =
X
1
u
y
u
z
v
y
v
z
dudv X
2
u
x
u
z
v
x
v
z
dudv + X
3
u
x
u
y
v
x
v
y
dudv =
X
1
X
2
X
3
u
x
u
y
u
z
v
x
v
y
v
z
du dv = vol (X, e
u
, e
v
) du dv.
(Similar proof works in any R
n
.)
.................................
div
rotor
calculation in arb coord
ex in polar coordinates
6.2 The OstrogradskiGauss and classical Stokes the-
orems
The specialization of the general Stokes theorem for the ux form X dS and
the circulation form X dr gives two classical integral theorems traditionally
associated with the names of Ostrogradski, Gauss, and Stokes.
Let us x some orientation in R
n
. This makes it possible to consider
integrals of n-forms over any bounded domains D R
n
without ambiguity
in sign.
46
Denition 6.4. Let S be an oriented surface of dimension n 1 in R
n
or
an (n 1)-chain. The ux of a vector eld X through S is dened as the
integral of the ux form X dS over S:
_
S
X dS.
The general Stokes theorem and the denitions of X dS and div X
immediately imply
Theorem 6.1 (OstrogradskiGauss theorem). The ux of a vector eld
X through the boundary of any bounded domain D R
n
equals the volume
integral of the divergence of X:
_
D
X dS =
_
D
div XdV. (135)
Written in Cartesian coordinates, equation (135) up to a change in no-
tation coincides with the version (104) of the general Stokes theorem (which
makes sense without any Euclidean structure). Peculiar for a Euclidean space
is the possibility to formulate it in terms of a vector eld.
There is an extra statement giving an interpretation of the l.h.s. of (135)
that helps to better understand its geometrical meaning. We need the notion
of a unit normal for this.
Notice that for any (n 1)-dimensional surface S in R
n
at every point
of S we can consider a unit normal (a normal vector of unit length) n. It is
dened up to a sign: n. However, if the surface is oriented, the direction of
n is dened uniquely. Recall that we have xed an orientation in the ambient
space. The condition is that the basis n, g
1
, . . . , g
n1
gives the orientation of
R
n
if the basis g
1
, . . . , g
n1
gives the orientation of the surface S. Conversely,
if n is given, this xes an orientation of S, from the chosen orientation of
R
n
.
Example 6.9. If S = D with the induced orientation (see Denition 5.1),
then n must point outwards. Hence n is the outward normal, and Deni-
tion 5.1 is often referred to as the outward normal rule.
Example 6.10. In R
3
, if a piece of a surface is given in the parametric
form as x = x(u, v), then the parameters u, v dene an orientation of the
surface via the basis e
u
=
x
u
, e
v
=
x
v
of the tangent plane. The unit normal
corresponding to this orientation is given by
n =
e
u
e
v
[e
u
e
v
[
. (136)
Indeed, the rule dening the cross product is that a, b, a b should give a
positive basis, and this is equivalent to a b, a, b giving a positive basis.
47
THEODORE VORONOV
(Actually, this is valid for arbitrary dimension n if the notion of a cross
product is suitably generalized, so that it takes as arguments n 1 vectors
instead of 2 vectors in R
3
.)
Proposition 6.2. The restriction of the ux form XdS to any oriented sur-
face of dimension n1 in R
n
equals (X n) dS where n is the corresponding
unit normal and dS is the area element.
Proof (for n = 3). Immediately follows from Proposition 6.1 and the formula
for the normal vector.
It follows that for the same magnitude of X, the elementary ux of
X through a surface S near some point is maximal for X normal to S, and
equals zero for X tangent to S, which is exactly our intuitive picture of a
ow across the surface S.
Example 6.11. Find the ux of a constant ow along the x-axis,
X = a e
1
across a unit square in the plane P
passing through the y-axis with an

orientation specied by a unit normal n = (cos , 0, sin ) (so the plane is
at angle with the z-axis). By Proposition 6.2, X dS = (a cos ) dS; thus
the ux is a cos . It takes the maximal value a when = 0, and when we
rotate the plane the ux decreases to 0 for = /2, becomes negative, and
takes the value a for = , when the orientation is opposite to the ow.
Example 6.12. Consider the ux of the vector eld
E =
r
r
3
(137)
in R
3
(the Coulomb force) through the sphere of radius R oriented by
the outward normal. The OstrogradskiGauss theorem is not applicable
because E is not dened at the origin O. (There is a trick overcoming
this, see Example 5.16.) Using Proposition 6.2 we can evaluate the ux
easily. Indeed, as r points in the direction of the outward normal, we have
(E n) dS = RR
3
dS = R
2
dS (as r = R on the sphere). Hence
_
S
R
E dS =
_
S
R
(E n) dS = R
2
_
S
R
dS = R
2
area S
R
= 4. (138)
We see that remarkably the ux does not depend on radius. The explanation
is that the form r
3
r dS is closed, or, equivalently, that div (r
3
r) = 0,
for r ,= 0, in R
3
.
48
From the OstrogradskiGauss theorem follows the integral denition of
the divergence:
div
X
(x
0
) = lim
Dx
0
_
D
X dS
vol D
. (139)
Here x
0
D and D x
0
means that the domain D shrinks to a point
x
0
. Thus the divergence at x
0
measures the intensity of a source of the
ow at the point x
0
. If it is negative, the source is actually a sink. All
these concepts come from the hydrodynamical interpretation.
Another statement following from the general Stokes theorem and which
gave to it the name is the classical Stokes theorem.
In Cartesian coordinates curl X =
e
1
e
2
e
3
1

2

2
X
1
X
2
X
3
(this works only in R

3
).
Theorem 6.2 (Classical Stokes theorem). The circulation of a vector
eld over the boundary of any oriented surface or 2-chain C in R
3
equals the
ux of the curl of X through C:
_
C
X dr =
_
C
curl X dS.
49

Vector Calculus - Theodore Voronov

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Vector Calculus (Maths 214)

are related by the

, i.e., the point that has the new

= 0: its old coordinates are x = 5, y = 3.

= (r sin , r cos ), (44)

is that it is not constant but

, then the basis transforms

to denote the new parameter. Let us assume that dt/dt

) is monotonous. If it increases, then the velocity

have the same direction; if it decreases, they have

> 0, and the statement immediately follows.

depend on path in general. For this we shall

df = f(Q) f(P) (77)

= (i.e., begin to count the polar angles clockwise instead of

= udu dv + (2 + 3v) dud(u

the opposite orientation, so the sphere is

, bound a (k + 1)-chain, i.e.,

= W for some (k + 1)-chain W, then

for any k-form .

and the r.h.s. equal to

d for any map F (Theorem 4.3). Hence we have to prove

= (r sin , r cos ). (110)

and show that

passing through the y-axis with an

(this works only in R

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